+283.9%
RTX vs BN
+257.9%
+26.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.3% |
| 7D | -1.6% | -3.0% | +1.4% | -0.2% |
| 30D | -11.6% | -13.0% | +1.4% | -5.7% |
| 3M | +9.2% | -15.2% | +24.4% | +17.6% |
| 6M | -4.4% | -5.9% | +1.5% | -2.5% |
| YTD | +8.9% | -15.8% | +24.7% | +16.2% |
| 1Y | +32.1% | -12.2% | +44.3% | +37.6% |
| 3Y | +151.2% | +72.2% | +79.0% | +74.0% |
| 5Y | +162.9% | +33.2% | +129.7% | +101.4% |
| 10Y | +283.9% | +264.7% | +19.3% | +64.1% |
| All | +283.9% | +257.9% | +26.0% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling